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subject:"Capital income"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of derivatives research"
~subject:"Optionsgeschäft"
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Capital income
Optionsgeschäft
Index futures
54
Index-Futures
54
Volatility
22
Volatilität
22
Option pricing theory
15
Optionspreistheorie
15
USA
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Aktienindex
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Journal of banking & finance
Review of derivatives research
The journal of futures markets
21
International review of economics & finance : IREF
15
Applied financial economics
9
The review of financial studies
9
International review of financial analysis
8
Applied economics
7
Applied economics letters
5
Finance research letters
5
Journal of international financial markets, institutions & money
5
Theoretical economics letters
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper
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Advances in Pacific Basin financial markets
3
Asia-Pacific journal of financial studies
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Finanzmarkt und Portfolio-Management
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Global business review
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International journal of economics and finance
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Journal of emerging market finance
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NBER working paper series
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Pacific-Basin finance journal
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Research bulletin / The Institute of Cost Accountants of India
3
Review of quantitative finance and accounting
3
The empirical economics letters : a monthly international journal of economics
3
The journal of finance : the journal of the American Finance Association
3
Wiley trading series
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Working paper / National Bureau of Economic Research, Inc.
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Working papers
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Asian economic journal : journal of the East Asian Economic Association
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Australian journal of management
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BRC papers on financial derivatives and investment strategies
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ECONIS (ZBW)
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1
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
2
Is trading in the shortest-term index options profitable?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 169-201
Persistent link: https://www.econbiz.de/10012311668
Saved in:
3
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
4
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang
- In:
Journal of banking & finance
38
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10010340777
Saved in:
5
Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
Saved in:
6
The world price of jumo and volatility risk
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 518-536
Persistent link: https://www.econbiz.de/10009705629
Saved in:
7
Ironing out the kinks in executive compensation : linking incentive pay to average stock prices
Tian, Yisong Sam
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 415-432
Persistent link: https://www.econbiz.de/10009705644
Saved in:
8
Does information drive trading in option strategies?
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2370-2385
Persistent link: https://www.econbiz.de/10008857746
Saved in:
9
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
10
Determinants of S&P 500 index option returns
Cao, Charles Q.
;
Huang, Jing-Zhi
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003705840
Saved in:
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